2 papers
math.OC2018
Approximation of A Class of Non-Zero-Sum Investment and Reinsurance Games for Regime-Switching Jump-Diffusion Models
Trang Bui, Xiang Cheng, Zhuo Jin +1
This work develops an approximation procedure for a class of non-zero-sum stochastic differential investment and reinsurance games between two insurance companies. Both proportiona…
math.DS2018
Hybrid Competitive Lotka-Volterra Ecosystems: Countable Switching States and Two-time-scale Models
Trang Bui, George Yin
This work is concerned with competitive Lotka-Volterra model with Markov switching. A novelty of the contribution is that the Markov chain has a countable state space. Our main obj…